+26,196.8%
STRL vs IEF
+129.4%
+26,067.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.7% |
| 7D | +3.4% | -0.3% | +3.7% | +3.1% |
| 30D | -9.2% | -0.8% | -8.5% | -9.8% |
| 3M | -51.0% | -1.0% | -50.1% | -51.4% |
| 6M | +15.8% | -2.8% | +18.5% | +12.5% |
| YTD | +58.9% | -1.5% | +60.4% | +56.2% |
| 1Y | +68.5% | -0.4% | +68.9% | +67.3% |
| 3Y | +485.2% | +9.7% | +475.6% | +535.9% |
| 5Y | +2,005.1% | -8.3% | +2,013.4% | +1,757.3% |
| 10Y | +7,118.0% | +4.6% | +7,113.3% | +7,440.2% |
| All | +26,196.8% | +129.4% | +26,067.4% | +43,285.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling